GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,585
COMMITMENTS
1,637 250 1,140 37,289 39,026 40,066 40,416 519 169
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -5,898)
108 50 475 -6,617 -6,416 -6,034 -5,891 136 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 0.6 2.8 91.9 96.2 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 2 2 38 45 40 48
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,750
COMMITMENTS
0 0 0 23,643 23,714 23,643 23,714 107 36
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -4,715)
0 0 0 -4,703 -4,739 -4,703 -4,739 -12 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.5 99.8 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 24 31 24 31
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,549
COMMITMENTS
251 331 394 9,464 9,262 10,109 9,987 1,440 1,562
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -898)
-79 -187 84 -692 -588 -687 -691 -211 -207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 2.9 3.4 81.9 80.2 87.5 86.5 12.5 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 1 2 35 37 37 40
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,537
COMMITMENTS
298 85 308 5,057 5,547 5,663 5,940 874 597
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -1,123)
-43 -7 -30 -1,037 -1,057 -1,110 -1,094 -13 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 1.3 4.7 77.4 84.9 86.6 90.9 13.4 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 2 2 43 47 49 49
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,654
COMMITMENTS
947 35 244 1,818 2,916 3,009 3,195 645 459
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -97)
145 10 -45 -60 -3 40 -38 -137 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 1.0 6.7 49.8 79.8 82.3 87.4 17.7 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 1 17 23 19 25
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,904
COMMITMENTS
60 258 0 1,604 1,285 1,664 1,543 240 361
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -391)
-15 -36 -5 -283 -318 -303 -359 -88 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 13.6 0.0 84.2 67.5 87.4 81.0 12.6 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 0 17 15 18 17
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 12,003
COMMITMENTS
0 700 0 11,862 11,224 11,862 11,924 141 79
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -861)
0 0 0 -813 -861 -813 -861 -48 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.8 0.0 98.8 93.5 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 19 18 19 19
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,336
COMMITMENTS
0 245 0 6,030 5,896 6,030 6,141 306 195
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -1,277)
0 -79 0 -1,245 -1,192 -1,245 -1,271 -32 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.9 0.0 95.2 93.1 95.2 96.9 4.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 16 15 16 17
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,174
COMMITMENTS
0 2,838 318 20,696 18,018 21,014 21,174 160 0
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -5,008)
0 17 105 -5,093 -5,105 -4,988 -4,983 -20 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 13.4 1.5 97.7 85.1 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 1 25 23 26 24
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 303,609
COMMITMENTS
53,443 40,228 41,618 170,591 193,208 265,652 275,054 37,957 28,555
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -1,004)
-11,273 2,372 6,032 10,515 -12,490 5,274 -4,086 -6,278 3,082
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 13.2 13.7 56.2 63.6 87.5 90.6 12.5 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
37 34 39 63 78 125 129
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 13,172
COMMITMENTS
450 2,869 107 12,403 10,007 12,960 12,983 212 189
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -4,592)
-92 -610 -135 -4,475 -3,897 -4,702 -4,642 110 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 21.8 0.8 94.2 76.0 98.4 98.6 1.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
3 4 1 38 41 42 45
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,107
COMMITMENTS
783 0 0 9,284 10,107 10,067 10,107 40 0
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 137)
-224 0 0 357 137 133 137 4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 0.0 0.0 91.9 100.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 0 0 22 31 26 31
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,710
COMMITMENTS
3,775 380 725 10,210 13,605 14,710 14,710 0 0
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 180)
-675 0 375 480 -195 180 180 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 2.6 4.9 69.4 92.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 2 8 15 11 17
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,226,562
COMMITMENTS
255,704 369,474 440,530 461,398 367,383 1157632 1177387 68,930 49,175
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -31,141)
-2,465 -10,496 -15,273 -15,820 -6,757 -33,558 -32,526 2,417 1,385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 30.1 35.9 37.6 30.0 94.4 96.0 5.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
100 136 141 72 69 267 261
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 45,837
COMMITMENTS
625 9,867 586 40,685 29,411 41,896 39,864 3,941 5,973
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -6,879)
2 -2,420 -2 -5,652 -3,953 -5,652 -6,375 -1,227 -504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 21.5 1.3 88.8 64.2 91.4 87.0 8.6 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 2 9 12 11 16
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 79,001
COMMITMENTS
11,456 24,548 27,249 37,761 26,047 76,466 77,844 2,535 1,157
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 2,210)
-795 -4,350 6,545 -3,500 15 2,250 2,210 -40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 31.1 34.5 47.8 33.0 96.8 98.5 3.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
9 7 13 11 10 24 26
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 70,523
COMMITMENTS
0 2,583 2,122 60,920 56,959 63,042 61,664 7,481 8,859
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 255)
0 283 -28 283 0 255 255 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.7 3.0 86.4 80.8 89.4 87.4 10.6 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 2 15 15 17 17
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,726,874
COMMITMENTS
501,186 197,014 767,032 1423692 1736831 2691910 2700877 34,964 25,997
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 29,781)
4,977 -53,820 8,489 15,036 73,521 28,502 28,190 1,279 1,591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 7.2 28.1 52.2 63.7 98.7 99.0 1.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
28 20 41 92 81 139 125
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,442,796
COMMITMENTS
294,670 283,919 300,388 842,694 855,037 1437752 1439344 5,044 3,452
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 109,182)
48,466 90,431 -20,395 82,069 39,474 110,140 109,510 -958 -328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 19.7 20.8 58.4 59.3 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
25 20 37 42 37 82 79
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,800
COMMITMENTS
107 1,299 119 21,249 20,136 21,475 21,554 325 246
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 2,143)
15 352 -185 2,424 1,997 2,254 2,164 -111 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 6.0 0.5 97.5 92.4 98.5 98.9 1.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
3 4 3 35 43 40 48
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,470
COMMITMENTS
7 97 52 1,139 891 1,198 1,040 272 430
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -109)
7 -88 6 -100 69 -87 -13 -22 -96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 6.6 3.5 77.5 60.6 81.5 70.7 18.5 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 17 15 18 17
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 69,089
COMMITMENTS
15,600 182 2,866 48,474 64,335 66,940 67,383 2,149 1,706
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 1,079)
-240 -720 120 897 1,189 777 589 302 490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 0.3 4.1 70.2 93.1 96.9 97.5 3.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 1 3 29 29 34 32
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,109
COMMITMENTS
302 744 1,970 13,515 13,901 15,787 16,615 1,322 494
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 496)
42 362 -70 524 204 496 496 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 4.3 11.5 79.0 81.2 92.3 97.1 7.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 3 21 18 24 21
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,833
COMMITMENTS
348 822 198 6,307 6,686 6,853 7,706 1,980 1,127
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 50)
0 24 0 -70 26 -70 50 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 9.3 2.2 71.4 75.7 77.6 87.2 22.4 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 2 16 13 18 16
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,670
COMMITMENTS
3,464 1,216 286 7,992 10,808 11,742 12,310 928 360
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -6)
52 14 -6 -10 -14 36 -6 -42 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 9.6 2.3 63.1 85.3 92.7 97.2 7.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 2 14 17 17 19
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,138
COMMITMENTS
674 2,840 500 22,910 21,679 24,084 25,019 2,054 1,119
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -30)
-120 0 0 80 -46 -40 -46 10 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 10.9 1.9 87.7 82.9 92.1 95.7 7.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 3 25 23 28 26
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,433
COMMITMENTS
1,104 0 276 6,596 7,137 7,976 7,413 1,457 2,020
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 60)
0 0 0 -60 60 -60 60 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 0.0 2.9 69.9 75.7 84.6 78.6 15.4 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 18 16 19 17
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,837
COMMITMENTS
3,612 2,830 124 8,105 9,095 11,841 12,049 996 788
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -8)
42 0 -18 0 0 24 -18 -32 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 22.0 1.0 63.1 70.8 92.2 93.9 7.8 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 3 15 16 18 19
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,600
COMMITMENTS
0 2,366 952 11,356 9,566 12,308 12,884 1,292 716
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 420)
0 360 60 360 0 420 420 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 17.4 7.0 83.5 70.3 90.5 94.7 9.5 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 3 19 16 22 19
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 63,372
COMMITMENTS
0 0 0 63,372 63,372 63,372 63,372 0 0
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 17 16 17 16
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,024,969
COMMITMENTS
0 0 0 1024969 1024969 1024969 1024969 0 0
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 9,328)
0 0 0 9,328 9,328 9,328 9,328 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 17 17 17 17
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 28,252
COMMITMENTS
0 0 0 28,252 28,252 28,252 28,252 0 0
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 15 15 15 15
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 497,889
COMMITMENTS
0 0 0 497,889 497,889 497,889 497,889 0 0
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 14 12 14 12
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 109,326
COMMITMENTS
0 0 0 109,071 109,326 109,071 109,326 255 0
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.8 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 0 0 19 30 19 30
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,538,163
COMMITMENTS
1,960 1,960 0 1536203 1536203 1538163 1538163 0 0
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 0.1 0.0 99.9 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 0 18 27 19 28
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 67,337
COMMITMENTS
5,692 3,095 7,910 53,735 56,332 67,337 67,337 0 0
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 2,550)
0 0 0 2,550 2,550 2,550 2,550 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 4.6 11.7 79.8 83.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 3 26 20 30 23
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,177,644
COMMITMENTS
53,489 99,850 46,286 1077869 1031508 1177644 1177644 0 0
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 8.5 3.9 91.5 87.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 2 29 23 33 26
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 50,779
COMMITMENTS
0 1,764 110 50,499 48,608 50,609 50,482 170 297
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 2,540)
0 0 0 2,540 2,540 2,540 2,540 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.5 0.2 99.4 95.7 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 17 13 18 15
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,152
COMMITMENTS
1,700 5,840 0 46,858 42,718 48,558 48,558 594 594
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 148)
0 0 0 148 148 148 148 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 11.9 0.0 95.3 86.9 98.8 98.8 1.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 13 15 14 16
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 13,820
COMMITMENTS
510 80 176 12,176 13,224 12,862 13,480 958 340
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 88)
0 0 0 88 88 88 88 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 0.6 1.3 88.1 95.7 93.1 97.5 6.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 14 15 16 16
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 13,422
COMMITMENTS
298 1,196 0 12,954 11,907 13,252 13,103 170 319
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 8.9 0.0 96.5 88.7 98.7 97.6 1.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 16 10 17 12
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 895,597
COMMITMENTS
0 37,999 23,400 872,197 834,198 895,597 895,597 0 0
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 46,960)
0 0 0 46,960 46,960 46,960 46,960 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.2 2.6 97.4 93.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 19 16 20 18
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 874,374
COMMITMENTS
31,610 44,685 19,760 823,004 809,929 874,374 874,374 0 0
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 5.1 2.3 94.1 92.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 13 14 15 15
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 576,337
COMMITMENTS
163,082 0 117,235 296,020 459,102 576,337 576,337 0 0
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 0.0 20.3 51.4 79.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 12 11 14 13
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,974
COMMITMENTS
2,444 45 0 21,276 23,316 23,720 23,361 254 613
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -756)
123 0 0 -876 -584 -753 -584 -3 -172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 0.2 0.0 88.7 97.3 98.9 97.4 1.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 1 0 33 32 36 33
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,327
COMMITMENTS
1,280 0 0 6,540 7,965 7,820 7,965 507 362
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 105)
80 0 0 0 93 80 93 25 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 0.0 0.0 78.5 95.7 93.9 95.7 6.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 15 13 17 13
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,520
COMMITMENTS
130 1,500 0 6,960 5,269 7,090 6,769 430 751
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 587)
0 -130 -15 629 520 614 375 -27 212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 19.9 0.0 92.6 70.1 94.3 90.0 5.7 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 15 13 16 14
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,874
COMMITMENTS
1,060 0 0 8,100 9,276 9,160 9,276 714 598
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 469)
120 0 0 384 468 504 468 -35 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 0.0 0.0 82.0 93.9 92.8 93.9 7.2 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 23 19 24 19
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,590,926
COMMITMENTS
356,626 172,666 497,347 651,460 855,481 1505433 1525494 85,493 65,432
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -11,081)
-17,911 24,772 -11,997 25,671 -21,771 -4,237 -8,996 -6,844 -2,085
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 10.9 31.3 40.9 53.8 94.6 95.9 5.4 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334)
129 85 155 97 95 301 274
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 201,172
COMMITMENTS
65,995 12,457 1,448 95,706 125,077 163,149 138,982 38,023 62,190
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 569)
-649 -277 53 1,449 -919 853 -1,143 -284 1,712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.8 6.2 0.7 47.6 62.2 81.1 69.1 18.9 30.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 3 5 16 20 25 26
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,528
COMMITMENTS
912 1,388 0 18,906 18,430 19,818 19,818 710 710
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 1,311)
0 -175 0 1,311 1,486 1,311 1,311 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 6.8 0.0 92.1 89.8 96.5 96.5 3.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 4 0 26 22 28 26
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 89,331
COMMITMENTS
5,250 8,988 13,343 67,468 62,110 86,061 84,441 3,270 4,890
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 2,799)
-26 30 1,221 1,436 1,606 2,631 2,857 168 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 10.1 14.9 75.5 69.5 96.3 94.5 3.7 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 6 11 22 18 34 29
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,885
COMMITMENTS
2,796 3,119 2,550 29,436 28,304 34,782 33,973 3,103 3,912
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 1,564)
-150 635 50 1,964 1,179 1,864 1,864 -300 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 8.2 6.7 77.7 74.7 91.8 89.7 8.2 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 6 4 13 14 20 21
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,546
COMMITMENTS
3,000 0 0 3,526 6,492 6,526 6,492 20 54
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.8 0.0 0.0 53.9 99.2 99.7 99.2 0.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 0 13 15 16 15
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,173
COMMITMENTS
4,738 6,193 9,161 13,063 10,259 26,962 25,613 3,211 4,560
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 1,144)
502 -911 601 -861 314 242 4 902 1,140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 20.5 30.4 43.3 34.0 89.4 84.9 10.6 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 6 7 13 11 22 20
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,816
COMMITMENTS
10,597 5,544 1,351 8,380 13,555 20,328 20,450 1,488 1,366
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 240)
-729 996 182 1,140 -1,369 593 -191 -353 431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.6 25.4 6.2 38.4 62.1 93.2 93.7 6.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
57 46 15 28 33 94 90
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 43,091
COMMITMENTS
27,605 11,877 452 9,989 27,973 38,046 40,302 5,045 2,789
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 1,281)
851 1,724 156 1,022 -964 2,029 916 -748 365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.1 27.6 1.0 23.2 64.9 88.3 93.5 11.7 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
75 46 15 26 32 109 87
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 313,370
COMMITMENTS
97,220 22,828 43,415 151,576 233,802 292,211 300,045 21,159 13,325
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 10,760)
-7,478 4,877 1,617 18,241 3,052 12,380 9,546 -1,620 1,214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 7.3 13.9 48.4 74.6 93.2 95.7 6.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
76 27 52 79 90 178 153
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,131
COMMITMENTS
9,026 0 149 6,168 15,416 15,343 15,565 5,788 5,566
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 482)
449 0 -300 -135 1,166 14 866 468 -384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.7 0.0 0.7 29.2 73.0 72.6 73.7 27.4 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 0 2 8 22 15 24
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 5,641
COMMITMENTS
0 0 0 4,966 5,107 4,966 5,107 675 534
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 250)
0 0 0 350 325 350 325 -100 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 88.0 90.5 88.0 90.5 12.0 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 18 13 18 13
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,298
COMMITMENTS
24 2,264 250 7,812 5,725 8,086 8,239 212 59
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -1,430)
-50 -779 0 -1,352 -651 -1,402 -1,430 -28 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 27.3 3.0 94.1 69.0 97.4 99.3 2.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 1 27 28 28 31
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 50,305
COMMITMENTS
4,125 200 301 45,319 49,628 49,745 50,129 560 176
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -6,472)
225 0 -50 -6,607 -6,388 -6,432 -6,438 -40 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 0.4 0.6 90.1 98.7 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
6 1 2 45 34 52 37
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,473
COMMITMENTS
262 0 0 23,211 23,473 23,473 23,473 0 0
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -1,002)
0 0 0 -1,002 -1,002 -1,002 -1,002 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 0.0 0.0 98.9 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 23 18 24 18
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,218
COMMITMENTS
200 4,093 0 8,018 4,035 8,218 8,128 0 90
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -922)
0 57 0 -922 -985 -922 -928 0 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 49.8 0.0 97.6 49.1 100.0 98.9 0.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 0 20 16 22 18
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,399
COMMITMENTS
5,448 483 2,711 25,240 30,102 33,399 33,296 0 103
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 5,930)
2,369 -100 84 3,647 6,054 6,100 6,038 -170 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 1.4 8.1 75.6 90.1 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
9 3 3 40 41 49 47
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,617
COMMITMENTS
96 1,116 0 4,461 2,988 4,557 4,104 60 513
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 24.2 0.0 96.6 64.7 98.7 88.9 1.3 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 13 13 14 14
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,673
COMMITMENTS
944 1,421 331 8,362 7,795 9,637 9,547 36 126
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 1,798)
701 937 25 1,072 842 1,798 1,804 0 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 14.7 3.4 86.4 80.6 99.6 98.7 0.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 5 1 26 21 29 26
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,454
COMMITMENTS
10,690 1,310 1,676 16,611 25,521 28,977 28,507 477 947
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -56)
300 -348 15 -410 454 -95 121 39 -177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.3 4.4 5.7 56.4 86.6 98.4 96.8 1.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
5 7 6 22 35 29 47
FAM BIODIESEL V GASOIL SPR SWP - NEW YORK MERCANTILE EXCHANGE Code-869652
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,294
COMMITMENTS
1,090 430 585 4,509 5,251 6,184 6,266 110 28
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 420)
20 70 190 300 250 510 510 -90 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 6.8 9.3 71.6 83.4 98.3 99.6 1.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 1 4 12 13 19 17
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,146
COMMITMENTS
2,752 269 24 18,036 20,983 20,812 21,276 4,334 3,870
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -60)
-660 269 0 -734 -431 -1,394 -162 1,334 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 1.1 0.1 71.7 83.4 82.8 84.6 17.2 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 1 17 19 19 21
Updated May 11, 2012